+606.9%
GEV vs TTMI
+709.1%
-102.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.3% |
| 7D | -1.9% | +6.0% | -7.9% | -4.3% |
| 30D | -8.7% | -6.4% | -2.3% | -6.8% |
| 3M | +6.6% | -28.9% | +35.5% | +18.9% |
| 6M | +10.2% | +26.9% | -16.7% | -4.6% |
| YTD | +41.6% | +77.3% | -35.7% | +3.8% |
| 1Y | +43.9% | +147.5% | -103.6% | -11.6% |
| All | +606.9% | +709.1% | -102.2% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling